+7.3%
PENG vs CAI
+31.2%
-23.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.1% | +15.5% | +12.8% |
| 7D | -19.4% | -26.5% | +7.1% | -16.0% |
| 30D | -42.4% | -6.9% | -35.5% | -38.7% |
| 3M | -25.6% | +26.1% | -51.8% | -17.9% |
| 6M | +7.3% | +31.9% | -24.6% | +18.0% |
| All | +7.3% | +31.2% | -23.9% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling